Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47442.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46047.7 Kr¶

PnL: ---------------------------------------> -840.87 Kr¶

DD now: ---------------------------------> -2.442 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:45:14.882910'

Anic Portfolio¶

Today¶

Return: -0.898 %¶

This Week¶

Return: -1.486 %¶

Total¶

Return: 55.315 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.370000 3130.400000 159.400000 5.370000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.470000 427.400000 72.400000 20.390000 355.000000
Corem Property Group B 59 -2.330000 642.510000 65.510000 11.350000 576.999999
HMS Networks 2 -1.290000 706.400000 33.400000 4.960000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Coor Service Management Hold. 8 0.370000 546.400000 14.400000 2.710000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.880000 260.400000 14.400000 5.850000 246.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Resurs Holding 22 -0.110000 583.000000 9.000000 1.570000 573.999998
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.600000 532.800000 5.800000 1.100000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Essity B 2 -0.830000 575.200000 1.200000 0.210000 574.000000
Handelsbanken A 5 -1.770000 547.150000 1.150000 0.210000 546.000000
AcadeMedia 12 0.560000 558.000000 1.000000 0.180000 557.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Nordea Bank Abp 29 -1.180000 3449.840000 -4.160000 -0.120000 3453.999992
Securitas B 6 -1.160000 560.400000 -9.600000 -1.680000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.410000 511.030000 -22.970000 -4.300000 533.999999
Boozt 12 -0.220000 1627.200000 -26.800000 -1.620000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 -1.930000 542.820000 -70.180000 -11.450000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
SAAB B 8 -1.190000 3260.800000 -116.200000 -3.440000 3377.000000
OX2 18 -1.190000 1526.040000 -137.960000 -8.290000 1663.999992
Axfood 13 -0.290000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 0.520000 3042.000000 -320.000000 -9.520000 3361.999992
TOTAL 46047.700000 -840.870000 -2.44158% 46888.564618

Updated:¶

'2023-01-13 14:45:27.112356'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶